-35.9%
RBLX vs IRM
+292.5%
-328.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +8.0% | +3.0% | +5.0% | +6.7% |
| 30D | +20.2% | -5.2% | +25.4% | +22.6% |
| 3M | +3.5% | -8.0% | +11.6% | +6.7% |
| 6M | -28.9% | +9.2% | -38.1% | -33.2% |
| YTD | -45.1% | +41.0% | -86.1% | -54.5% |
| 1Y | -66.2% | +23.3% | -89.5% | -70.3% |
| 3Y | +53.5% | +102.8% | -49.4% | -6.3% |
| 5Y | -48.4% | +192.8% | -241.2% | -74.9% |
| All | -35.9% | +292.5% | -328.4% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling